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An intertemporal capital asset pricing model under incomplete information and short sales

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Institution:经济学院

Title of Paper:An intertemporal capital asset pricing model under incomplete information and short sales

Teaching and Research Group:金融系

Journal:Annals of Operations Research

First Author:Mondher Bellalah

Correspondence Author:张德涛

Document Code:E259A369279748A6BEAC9425B2BD638F

Discipline:Economics

First-Level Discipline:Applied Economics

Volume:281

Issue:1-2

Page Number:143-159

Impact Factor:2.284

Translation or Not:No

Date of Publication:2019-10

Included Journals:SCI

Release Time:2019-10-25

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